Hi Murray. I think you may have trouble finding an index for burials so early in NSW history.
One, I seriously doubt that there was a St Philip's Church at Lane Cove in 1791. I think the earliest permanent church was in Sydney City and wasn't built until 1802. Most of the services up to then were in temporary structures and they may not have had a ground for interment attached. These were at various loctions to the west of the main city area IE: Redfern, I believe there was another at the western End of York St towards Market Street and may have handled burials from St Philips (the earliest Church) when it was even a temporary church.. As for his wife Ann Sarah, same problem there was not a church there "Parramatta" until C1803. When the First St Johns was built. As there was not really a church records of burials are scant at best and a lot of these have not been digitised for online viewing.
Other problem is, were they Jewish, if so it would be extremely unlikely that were buried in any consecrated Christian Burial ground. Such were the times! Many eary burial grounds are now being discovered as newer developments replace old and efforts are made to rebury were possible.
MODIFIED Searching for people is also difficult as most of the online resources only go by those with a headstone or Marker, none are available for Sarah Laurie that I can see.
Neil